Abstract
A form of Rosenbrock-type methods optimal in terms of the number ofnon-zero parameters and computational costs per step is considered. Atechnique of obtaining (m, k) -methodsfrom some well-known Rosenbrock-type methods is justified. Formulas fortransforming the parameters of (m, k) -schemesand for obtaining a stability function are given for two canonicalrepresentations of the schemes. An L-stable(3 , 2) -methodof order 3 is proposed, which requires two evaluations of the function:one evaluation of the Jacobian matrix and oneLU-decompositionper step. A variable step size integration algorithm based on the(3 , 2) -methodis formulated. It provides a numerical solution for both explicit andimplicit systems of ODEs. Numerical results are presented to show theefficiency of the new algorithm.
Original language | English |
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Pages (from-to) | 34-44 |
Number of pages | 11 |
Journal | Numerical Analysis and Applications |
Volume | 13 |
Issue number | 1 |
DOIs | |
Publication status | Published - 25 Feb 2020 |